Nº 20-22: Dynamic Portfolio Allocation under Market Incompleteness and Wealth Effects
O. Scaillet, Y. Jiang , C. Li, Y. Shen
Working Papers
18 avr. 2020
Nº 20-21: Optimal Strategies for ESG Portfolios
E. Jondeau, F. Alessandrini
Working Papers
17 avr. 2020
Nº 20-20: Bank Rollover Risk and Liquidity Supply Regimes
E. Jondeau, B. Mojon, J.-G. Sahuc
Working Papers
15 avr. 2020
Nº 20-19: Behavioral Equilibrium and Evolutionary Dynamics in Asset Markets
T. Hens, I. V. Evstigneev, V. Potapova, K. R. Schenk-Hoppé
Working Papers
8 avr. 2020
Nº 20-18: Spanning Analysis of Stock Market Anomalies under Prospect Stochastic Dominance
O. Scaillet, S. Arvanitis, N. Topaloglou
Working Papers
7 avr. 2020
Liquidity regimes and optimal dynamic asset
P. Collin-Dufresne, K. Daniel, M. Sağlam
Academic Publications
7 avr. 2020
Nº 20-17: Policy Announcement Design
S. Malamud, A. Cieslak, A. Schrimpf
Working Papers
24 mars 2020
Nº 20-16: On-Site Inspecting Zombie Lending
S. Ongena
Working Papers
23 mars 2020
Nº 20-15: Identifying Empty Creditors with a Shock and Micro-Data
S. Ongena, K. O'Flynn, H. Degryse, Y. Gündüz
Working Papers
20 mars 2020
Nº 20-14: On the Fast Track: Information Acquisition Costs and Information Production
R. Michaely, D. Chen, Y. Ma, X. Martin
Working Papers
19 mars 2020
Nº 20-13: Do Responsible Investors Invest Responsibly?
P. Krüger, R. Gibson, S. Glossner, P. Matos, T. Steffen
Working Papers
18 mars 2020
SFI Public Discussion Note: Taux d'intérêt négatifs
P. Bacchetta, M. Bürgi, U. Lendermann
Public Discussion Notes
16 mars 2020
Relationship Trading in Over‐the‐Counter Markets
N. Schürhoff, T. Hendershott, D. Li, D. Livdan
Academic Publications
13 mars 2020
Nº 20-12: Feverish Stock Price Reactions to COVID-19
A. Wagner, S. Ramelli
Working Papers
13 mars 2020